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It is possible to immediately see our true nature as being all of life, as this mystery. You do not have to believe this and "waiting" for grace to reach you only adds more momentum to the search. A prerequisite for experimenting is to defer any judgment and be open to what is available through direct observation.
In fact, there are countless experiments you can do. You can find most of them on the site of the Headless Way.
The "pointing" experiment is well known to people familiar with "headlessness", but I find another experiment even more instructive:
You can do it while walking or biking, but the best is in a car. Normally when looking ahead, you are used to the feeling that you are moving through the landscape. Try to reverse this by actually seeing that the landscape is moving through you. And you are perfectly still yourself.
Then also notice that you are not looking out of two small holes somewhere in a place where others see your eyes. There is one open "space" and all vision is moving in and through this space. Perhaps your arms and other parts of your body also appear in this space, along with the landscape that constantly moves and disappears within you.
This "space" is not a "physical space". It is not a container into which experience is contained. It is one with experience. This "space" is inseparable from what appears. This space, this experience, this mystery, is life occurring within you, as you.